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《Journal of Taiyuan Normal University(Natural Science Edition)》 2011-01
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Fractal Stock Market Analysis

Li Caihong(School of Mathematical Sciences,Shanxi University,Taiyuan 030006,China)  
Applying the logarithmic return series of closing price of day and week of Shanghai Composite index,we obtain that the return sequences have long memory and self-similarity characteristics under the classical and modified R/S analysis method,while we also get that they have multifractal characteristic using the partition function method.
【CateGory Index】: F224;F832.51
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1 YANG Cheng- yi ,WANG Da- peng , LIU Cheng (UniversityofScience and TechnologyBeijing, Beijing100083,China);Empirical Study on the Fractal Structure of China Stock Market Based on R/S Analysis[J];Journal of University of Science and Technology Beijing(Social Sciences Edition);2009-01
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